Quanex Building Products Corp (NX)
30.07
+0.35
(+1.18%)
USD |
NYSE |
Nov 21, 16:00
30.10
+0.03
(+0.10%)
After-Hours: 20:00
Quanex Building Products Max Drawdown (5Y): 65.03% for Oct. 31, 2024
Max Drawdown (5Y) Chart
Historical Max Drawdown (5Y) Data
| Date | Value |
|---|---|
| October 31, 2024 | 65.03% |
| September 30, 2024 | 65.03% |
| August 31, 2024 | 65.03% |
| July 31, 2024 | 65.03% |
| June 30, 2024 | 65.03% |
| May 31, 2024 | 65.03% |
| April 30, 2024 | 65.03% |
| March 31, 2024 | 65.03% |
| February 29, 2024 | 65.03% |
| January 31, 2024 | 65.03% |
| December 31, 2023 | 65.03% |
| November 30, 2023 | 65.03% |
| October 31, 2023 | 65.03% |
| September 30, 2023 | 65.03% |
| August 31, 2023 | 65.03% |
| July 31, 2023 | 65.03% |
| June 30, 2023 | 65.03% |
| May 31, 2023 | 65.03% |
| April 30, 2023 | 65.03% |
| March 31, 2023 | 65.03% |
| February 28, 2023 | 65.03% |
| January 31, 2023 | 65.03% |
| December 31, 2022 | 65.03% |
| November 30, 2022 | 65.03% |
| October 31, 2022 | 65.03% |
| Date | Value |
|---|---|
| September 30, 2022 | 65.03% |
| August 31, 2022 | 65.03% |
| July 31, 2022 | 65.03% |
| June 30, 2022 | 65.03% |
| May 31, 2022 | 65.03% |
| April 30, 2022 | 65.03% |
| March 31, 2022 | 65.03% |
| February 28, 2022 | 65.03% |
| January 31, 2022 | 65.03% |
| December 31, 2021 | 65.03% |
| November 30, 2021 | 65.03% |
| October 31, 2021 | 65.03% |
| September 30, 2021 | 65.03% |
| August 31, 2021 | 65.03% |
| July 31, 2021 | 65.03% |
| June 30, 2021 | 65.03% |
| May 31, 2021 | 65.03% |
| April 30, 2021 | 65.03% |
| March 31, 2021 | 65.03% |
| February 28, 2021 | 65.03% |
| January 31, 2021 | 65.03% |
| December 31, 2020 | 65.03% |
| November 30, 2020 | 65.03% |
| October 31, 2020 | 65.03% |
| September 30, 2020 | 65.03% |
Max Drawdown Definition
Max drawdown is an indicator of the risk of a portfolio chosen based on a certain strategy. It measures the largest single drop from peak to bottom in the value of a portfolio before a new peak is achieved.
Max Drawdown (5Y) Range, Past 5 Years
48.21%
Minimum
Nov 2019
65.03%
Maximum
Mar 2020
63.90%
Average
65.03%
Median
Mar 2020
Max Drawdown (5Y) Benchmarks
| Janus International Group Inc | -- |
| Ampco-Pittsburgh Corp | 91.36% |
| Techprecision Corp | 71.63% |
| Mestek Inc | 45.00% |
| Safe & Green Holdings Corp | 99.38% |
Max Drawdown (5Y) Related Metrics
| Alpha (5Y) | -8.385 |
| Beta (5Y) | 1.254 |
| Annualized Standard Deviation of Monthly Returns (5Y Lookback) | 41.04% |
| Historical Sharpe Ratio (5Y) | 0.1901 |
| Historical Sortino (5Y) | 0.2428 |
| Monthly Value at Risk (VaR) 5% (5Y Lookback) | 17.52% |